IEX TOPS
Dataset ID: IEXG.TOPS
IEX disseminates top-of-book and trade information for its US equities exchange through their IEX TOPS feed over the IEX-TP v1 protocol, which Databento receives over UDP multicast in our NY4 data center.
PDF specifications are available through IEX's website for IEX TOPS and IEX-TP v1.
The Databento team is currently working on this article.
Symbol convention
Raw symbols in this dataset use the Nasdaq convention (e.g. BRK.B, AAC+). See CMS vs. Nasdaq symbology for the per-dataset convention map.
Timestamps
IEX TOPS messages received by Databento will generally include two timestamps with nanosecond precision. As with all of our datasets, we also collect a ts_recv timestamp when the packet was received by our capture server.
| Databento Field | IEX Field | Description |
|---|---|---|
ts_recv | N/A | The capture-server-received timestamp. |
ts_event | Timestamp (TOPS) | The matching-engine-received timestamp. |
ts_in_delta | Send Time (TP) | The matching-engine-sending timestamp. |
More details about our timestamps are available in our timestamping guide.
Flags normalization
The F_PUBLISHER_SPECIFIC flag provides no additional meaning in this dataset and can be safely ignored.